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~person:"Pang, Tao"
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Pang, Tao
Pang, Wei
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Loon, Pang Wei
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Chang, Yung-Ruei
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Chen, Wei
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Li, Le
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: David Kelsey
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Journal of risk management in financial institutions
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The journal of risk model validation
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ECONIS (ZBW)
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On the correlation and parametric approaches to calculation of credit value adjustment
Pang, Tao
;
Chen, Wei
;
Li, Le
- In:
The journal of risk model validation
11
(
2017
)
3
,
pp. 49-67
Persistent link: https://www.econbiz.de/10011762993
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2
CVA wrong way risk multiplier decomposition and efficient CVA curve
Pang, Tao
;
Chen, Wei
;
Li, Le
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 390-404
Persistent link: https://www.econbiz.de/10011531231
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